Westminster Abbey, the Tower of London, and Churchill War Rooms will likely have long lines for admission, even in October, so I would get tickets in advance for those. And to have a better experience, with reduced crowd level at Westminster Abbey and the Tower of London, I would book the first available slot in the morning.
If by “Buckingham Palace” you mean to actually go inside, that will not be possible in October. Visits to the State Rooms and tours of the palace are only offered through September 24. But as noted there is no fee (and no crowd control) for watching the Changing of the Guard.
https://www.rct.uk/visit/buckingham-palace
We prefer the guard change ceremony at the Horse Guards Parade by St. James Park. It is much less crowded (or at least it was when we last watched).
https://changing-guard.com/Kings-Life-Guard.html
The British Museum is free (donations encouraged) and always crowded. The Egyptian rooms and area of the Elgin Marbles tend to be the most crowded. We found peace and quiet and art to ourselves downstairs in the African Art section last time we were there.
For theatre tickets, since you have a specific show in mind, I personally would buy tickets to the performance you want now for best selection of seats and prices. We have never waited for the reduced-price tickets on sale the day of performance at one of the cheap ticket booths; for the shows we have seen I doubt there are any tickets left to go on sale.
It appears the Apollo Theatre is nice and open, not cramped and steep like some London theatres. You can see reviews of the various seats on sites such as this:
https://seatplan.com/london/apollo-victoria-theatre/